CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
21 Sep 2025 04:14 PM IST
| CDSL 30SEP2025 1380 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1582.00 | 142.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1545.80 | 142.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1380 expiring on 30SEP2025
Delta for 1380 CE is 0.00
Historical price for 1380 CE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 142.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 142.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| CDSL 30SEP2025 1380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.20
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1582.00 | 1.65 | -0.05 | 44.93 | 8 | -5 | 124 |
| 14 Sept | 1545.80 | 3.25 | -2.1 | 35.87 | 126 | 3 | 285 |
For Central Depo Ser (I) Ltd - strike price 1380 expiring on 30SEP2025
Delta for 1380 PE is -0.03
Historical price for 1380 PE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 1.65, which was -0.05 lower than the previous day. The implied volatity was 44.93, the open interest changed by -5 which decreased total open position to 124
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 3.25, which was -2.1 lower than the previous day. The implied volatity was 35.87, the open interest changed by 3 which increased total open position to 285
